The use of natural active substances and the development of new formulations are promising directions in the cosmetic and pharmacy industries. The primary purpose of this research was the production of microparticles based on whey protein isolate (WPI) and calcium alginate (ALG) containing Calendula officinalis flower extract and their incorporation into films composed of gelatin, WPI, and glycerol. Both swollen and dry microparticles were studied by optical microscopy and their sizes were measured. Water absorption by the microparticles, their loading capacity, and the release profile of flower extract were also characterized. The films were analyzed by mechanical tests (Young’s modulus, tensile strength, elongation at break), swelling capacity, contact angle, and moisture content measurements. The presented data showed that the active ingredient was successfully enclosed in spherical microparticles and completely released after 75 min of incubation at 37 °C. The incorporation of the microparticles into polymer films caused a decrease in stiffness and tensile strength, simultaneously increasing the ductility of the samples. Moreover, the films containing microparticles displayed higher swelling ability and moisture content compared to those without them. Hence, the materials prepared in this study with Calendula officinalis flower extract encapsulated into polymeric microspheres can be a starting point for the development of new products intended for skin application; advantages include protection of the extract against external factors and a controlled release profile.